+376.5%
FIS vs CHD
+3,140.2%
-2,763.7%
-72.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | 0.0% | -0.9% | -0.9% |
| 7D | +1.1% | -2.7% | +3.8% | +2.2% |
| 30D | -2.2% | -4.6% | +2.4% | -0.4% |
| 3M | +2.1% | +5.0% | -2.9% | +0.1% |
| 6M | -14.7% | -3.2% | -11.5% | -13.8% |
| YTD | -35.7% | +18.6% | -54.3% | -40.4% |
| 1Y | -37.1% | +4.8% | -41.9% | -38.8% |
| 3Y | -20.0% | +6.1% | -26.1% | -23.6% |
| 5Y | -62.1% | +24.0% | -86.1% | -66.6% |
| 10Y | -37.4% | +124.5% | -161.8% | -58.7% |
| All | +376.5% | +3,140.2% | -2,763.7% | +21.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling